Description
| Product ID: | 9780367740269 |
| Product Form: | Hardback |
| Country of Manufacture: | GB |
| Series: | Chapman and Hall/CRC Financial Mathematics Series |
| Title: | Risk Measures and Insurance Solvency Benchmarks |
| Subtitle: | Fixed-Probability Levels in Renewal Risk Models |
| Authors: | Author: Vsevolod K. Malinovskii |
| Page Count: | 340 |
| Subjects: | Econometrics and economic statistics, Economic statistics, Probability and statistics, Applied mathematics, Probability & statistics, Applied mathematics |
| Description: | Select Guide Rating This book is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also intended for readers who are interested in pure and applied probability and have a taste for classical and asymptotic analysis. Risk Measures and Insurance Solvency Benchmarks: Fixed-Probability Levels in Renewal Risk Models is written for academics and practitioners who are concerned about potential weaknesses of the Solvency II regulatory system. It is also intended for readers who are interested in pure and applied probability, have a taste for classical and asymptotic analysis, and are motivated to delve into rather intensive calculations. The formal prerequisite for this book is a good background in analysis. The desired prerequisite is some degree of probability training, but someone with knowledge of the classical real-variable theory, including asymptotic methods, will also find this book interesting. For those who find the proofs too complicated, it may be reassuring that most results in this book are formulated in rather elementary terms. This book can also be used as reading material for basic courses in risk measures, insurance mathematics, and applied probability. The material of this book was partly used by the author for his courses in several universities in Moscow, Copenhagen University, and in the University of Montreal. Features
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| Imprint Name: | Chapman & Hall/CRC |
| Publisher Name: | Taylor & Francis Ltd |
| Country of Publication: | GB |
| Publishing Date: | 2021-07-22 |